+73.7%
RIO vs AEIS
+93.3%
-19.6%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.4% | -2.0% | 0.0% |
| 7D | 0.0% | +3.0% | -3.0% | -0.6% |
| 30D | +4.0% | -14.6% | +18.6% | +6.7% |
| 3M | +0.1% | -12.4% | +12.6% | +0.9% |
| 6M | +12.7% | -15.0% | +27.7% | +13.0% |
| YTD | +35.6% | +34.3% | +1.3% | +26.6% |
| 1Y | +73.7% | +87.4% | -13.7% | +60.9% |
| All | +73.7% | +93.3% | -19.6% | +60.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AEIS.
Daily Out/Under-Performance
Portfolio return minus AEIS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AEIS return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded AEIS wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling